The Composite Listing Report displays the Performance Composites in the database. See the following figure. The report provides an option to return the list of composites or you can optionally view the constituents in the results by selecting the Show Constituent Funds option.
The report includes columns for Composite ID, Composite Name, Entity ID, Entity Name, Start Date, and Start Comments, and allows you to add additional columns. For general information about running and using the report, see Use the Composite Monitor.
The following table describes the report parameters you can select.
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Date Range | You can submit the report for a user defined date range or as of a specific date. Options include: As of. This option allows you to view all of the composites that existed as of the date specified. Between. This option supports any date to any date and allows you to view all of the composites that exist at any point within the specified date range. For example, if you select 1/1/2008 - 3/31/2008, the report results include any composites that incepted prior to 3/31/2008. If you select the Show Constituent Funds check box, the constituents shown for each composite are only those that were members of the composite for the entire period. This logic is consistent with the logic used in the Composite Analysis/Composite Weighted Return inclusion logic. Continuing with the previous example, if ACOM1 incepted on 1/1/2008, PORT1 entered the composite on 2/28/2008, and PORT2 entered on 1/1/2008, the results show only PORT2 as a member of ACOM1 because it was the only constituent that was a member of the composite for the entire period. You can further customize the date range by using a Date Range rule. From the Date Rule. You can further customize the date by using a Date Range rule.
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Entities | The Entity Selector allows you to run the report for specific composites, a list of composites, or all composites (by leaving the selector empty). If you select a list, the report filters out entity types other than the Performance Composites (ACOM). |
Fields | You can use the Field Selection dialog box to add additional fields as report columns and change the order of report columns. The report can include entity, entity characteristics, entity extension fields, performance, holdings, and disclosures fields for the composites. The Field Selection dialog box identifies default fields with a blue field icon.Â
You can select the Criteria field to display the rule used for membership changes. The Performance Composite Builder uses this rule to add constituents to and remove constituents from the composite. For more information, see Setting Up Portfolio Inclusion Rules. The report displays the Criteria for Composites selected in the profile.Â
If you use Disclosure field attributes to store composite descriptions, you can display static or dynamic disclosures for composite descriptions in the report. The report displays disclosures based on the disclosure assignments as of the end date in the report, as determined by either the Date Rule or the report profile date. You can display disclosure information at the composite level, but not at the constituent level. |
Filters | This option allows you to set a rule that reduces the results to only the entities that meet the criteria within the rule. You can use the Filter option during the initial report setup or during the Resubmit process. |
Show Constituent Funds | If you select this check box, you can optionally view the constituents in the results.Â
Otherwise, if you clear the check box, the results do not include constituent funds. Be aware that if you clear this option, the report can display composites with no entities. |
